Normalizing volatility transforms and general parameterization of volatility smile
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Published:2021
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ISSN:1556-5068
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Container-title:SSRN Electronic Journal
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language:en
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Short-container-title:SSRN Journal
Reference8 articles.
1. Regular variation and smile asymptotics;S Benaim;Mathematical Finance,2009
2. The normalizing transformation of the implied volatility smile;M Fukasawa;Mathematical Finance,2012
3. Approximating Mills ratio;A Gasull;Journal of Mathematical Analysis and Applications,2014
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2 articles.
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